+35.5%
XLV vs MSI
+102.7%
-67.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -3.6% | -0.4% | -3.1% | -3.4% |
| 30D | -1.8% | -0.8% | -1.1% | -1.6% |
| 3M | +7.8% | +13.9% | -6.2% | +3.5% |
| 6M | +9.1% | +1.3% | +7.8% | +8.2% |
| YTD | +7.7% | +22.3% | -14.6% | +0.4% |
| 1Y | +20.4% | -3.9% | +24.3% | +21.4% |
| 3Y | +30.8% | +69.9% | -39.1% | +5.2% |
| All | +35.5% | +102.7% | -67.2% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling